radial basis function (rbf) networks - michael i mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · radial...
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![Page 1: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/1.jpg)
1 CSE 5526: RBF Networks
CSE 5526: Introduction to Neural Networks
Radial Basis Function (RBF) Networks
![Page 2: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/2.jpg)
2 CSE 5526: RBF Networks
Function approximation
• We have been using MLPs as pattern classifiers • But in general, they are function approximators
• Depending on output layer nonlinearity • And error function being minimized
• As a function approximator, MLPs are nonlinear, semiparametric, and universal
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3 CSE 5526: RBF Networks
Function approximation
• Radial basis function (RBF) networks are similar function approximators
• Also nonlinear, semiparametric, universal • Can also be visualized as layered network of nodes • Easier to train than MLPs
• Do not require backpropagation • But do not necessarily find an optimal solution
![Page 4: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/4.jpg)
4 CSE 5526: RBF Networks
RBF net illustration
![Page 5: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/5.jpg)
5 CSE 5526: RBF Networks
Function approximation background
• Before getting into RBF networks, let’s discuss approximating scalar functions of a single variable
• Weierstrass approximation theorem: any continuous real function in an interval can be approximated arbitrarily well by a set of polynomials
• Taylor expansion approximates any differentiable function by a polynomial in the neighborhood around a point
• Fourier series gives a way of approximating any periodic function by a sum of sines and cosines
![Page 6: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/6.jpg)
6 CSE 5526: RBF Networks
Linear projection
• Approximate function f (x) by a linear combination of simpler functions
• If wj’s can be chosen so that approximation error is
arbitrarily small for any function f (x) over the domain of interest, then {𝜑𝜑𝑗𝑗} has the property of universal approximation, or {𝜑𝜑𝑗𝑗} is complete
𝐹𝐹 𝐱𝐱 = �𝑤𝑤𝑗𝑗𝜑𝜑𝑗𝑗(𝐱𝐱)𝑗𝑗
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7 CSE 5526: RBF Networks
Example incomplete basis: sinc
sinc(𝑥𝑥) = sin(𝜋𝜋𝑥𝑥)𝜋𝜋𝑥𝑥
𝜑𝜑𝑗𝑗 𝑥𝑥 = sinc(𝑥𝑥 − 𝜇𝜇𝑗𝑗)
• Can approximate any smooth function
![Page 8: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/8.jpg)
8 CSE 5526: RBF Networks
Example orthogonal complete basis: sinusoids
𝜑𝜑2𝑛𝑛 𝑥𝑥 = sin 2𝜋𝜋𝜋𝜋𝜋𝜋𝑥𝑥 𝜑𝜑2𝑛𝑛+1 𝑥𝑥 = cos 2𝜋𝜋𝜋𝜋𝜋𝜋𝑥𝑥
Complete on the interval [0,1]
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9 CSE 5526: RBF Networks
Example orthogonal complete basis: Chebyshev polynomials
𝑇𝑇0 𝑥𝑥 = 1 𝑇𝑇1 𝑥𝑥 = 𝑥𝑥 𝑇𝑇𝑛𝑛+1 𝑥𝑥 = 2𝑥𝑥𝑇𝑇𝑛𝑛 𝑥𝑥 − 𝑇𝑇𝑛𝑛−1 𝑥𝑥 Complete on the interval [0,1]
𝑇𝑇2 𝑥𝑥 = 2𝑥𝑥2 − 1 𝑇𝑇3 𝑥𝑥 = 4𝑥𝑥3 − 3𝑥𝑥
etc.
"Chebyshev Polynomials of the 1st Kind (n=0-5, x=(-1,1))" by Inductiveload - Own work. Licensed under Public domain via Wikimedia Commons - http://commons.wikimedia.org/wiki/File:Chebyshev_Polynomials_of_the_1st_Kind_(n%3D0-5,_x%3D(-1,1)).svg
![Page 10: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/10.jpg)
10 CSE 5526: RBF Networks
Radial basis functions
• A radial basis function (RBF) is a basis function of the form 𝜑𝜑𝑗𝑗 𝒙𝒙 = 𝜑𝜑 𝒙𝒙 − 𝝁𝝁𝑗𝑗 • Where 𝜑𝜑 𝑟𝑟 is positive w/monotonic derivative for 𝑟𝑟 > 0
• Consider a Gaussian RBF
𝜑𝜑𝑗𝑗 𝐱𝐱 = exp −1
2𝜎𝜎2𝐱𝐱 − 𝐱𝐱𝑗𝑗
2 = 𝐺𝐺 𝒙𝒙 − 𝒙𝒙𝑗𝑗
• A local basis function, falling off from the center
G(||x-xj||)
xj x
1
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11 CSE 5526: RBF Networks
Radial basis functions (cont.)
• Thus approximation by Gaussian RBF becomes
𝐹𝐹(𝐱𝐱)=�𝑤𝑤𝑗𝑗G(||𝐱𝐱−𝐱𝐱𝑗𝑗||)𝑗𝑗
• Gaussians are universal approximators • I.e., they form a complete basis
![Page 12: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/12.jpg)
12 CSE 5526: RBF Networks
RBF net illustration
![Page 13: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/13.jpg)
13 CSE 5526: RBF Networks
Remarks (cont.)
• Other RBFs exist, but we won’t be using them • Multiquadrics
𝜑𝜑 𝑥𝑥 = 𝑥𝑥2 + 𝑐𝑐2 • Inverse multiquadrics
𝜑𝜑 𝑥𝑥 =1
𝑥𝑥2 + 𝑐𝑐2
• Micchelli’s theorem (1986) • Let {𝒙𝒙𝑖𝑖} be a set of 𝑁𝑁 distinct points, 𝜑𝜑(⋅) be an RBF • Then the matrix 𝜙𝜙𝑖𝑖𝑗𝑗 = 𝜑𝜑 𝒙𝒙𝑖𝑖 − 𝒙𝒙𝑗𝑗 is non-singular
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14 CSE 5526: RBF Networks
Four questions to answer for RBF nets
• If we want to use Gaussian RBFs to approximate a function specified by training data 1. How do we choose the Gaussian centers? 2. How do we determine the Gaussian widths? 3. How do we determine the weights 𝑤𝑤𝑗𝑗? 4. How do we select the number of bases?
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15 CSE 5526: RBF Networks
1. How do we choose the Gaussian centers?
• Easy way: select K data points at random • Potentially better way: unsupervised clustering, e.g.
using the K-means algorithm
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16 CSE 5526: RBF Networks
K-means algorithm
• Goal: Divide N input patterns into K clusters with minimum total variance
• In other words, partition patterns into K clusters 𝐶𝐶𝑗𝑗 to minimize the following cost function
𝐽𝐽=�� ||𝐱𝐱𝑖𝑖−𝐮𝐮𝑗𝑗||2𝑖𝑖∈𝐶𝐶𝑗𝑗
𝐾𝐾
𝑗𝑗=1
where 𝐮𝐮𝑗𝑗 = 1||𝐶𝐶𝑗𝑗||
∑ 𝐱𝐱𝑖𝑖𝑖𝑖∈𝐶𝐶𝑗𝑗 is the mean (center) of cluster j
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17 CSE 5526: RBF Networks
K-means algorithm
1. Choose a set of K cluster centers randomly from the input patterns
2. Assign the N input patterns to the K clusters using the squared Euclidean distance rule: 𝐱𝐱 is assigned to 𝐶𝐶𝑗𝑗 if ||𝐱𝐱−𝐮𝐮𝑗𝑗||2 ≤ ||𝐱𝐱−𝐮𝐮𝑖𝑖||2 for all 𝑖𝑖 ≠ 𝑗𝑗
3. Update cluster centers
𝐮𝐮𝑗𝑗 =1
|𝐶𝐶𝑗𝑗|�𝐱𝐱𝑖𝑖𝑖𝑖∈𝐶𝐶𝑗𝑗
4. If any cluster center changes, go to step 2; else stop
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18 CSE 5526: RBF Networks
K-means illustration
From Bishop (2006)
![Page 19: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/19.jpg)
19 CSE 5526: RBF Networks
K-means illustration
From Bishop (2006)
![Page 20: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/20.jpg)
20 CSE 5526: RBF Networks
K-means illustration
From Bishop (2006)
![Page 21: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/21.jpg)
21 CSE 5526: RBF Networks
K-means illustration
From Bishop (2006)
![Page 22: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/22.jpg)
22 CSE 5526: RBF Networks
K-means illustration
From Bishop (2006)
![Page 23: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/23.jpg)
23 CSE 5526: RBF Networks
K-means illustration
From Bishop (2006)
![Page 24: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/24.jpg)
24 CSE 5526: RBF Networks
K-means illustration
From Bishop (2006)
![Page 25: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/25.jpg)
25 CSE 5526: RBF Networks
K-means illustration
From Bishop (2006)
![Page 26: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/26.jpg)
26 CSE 5526: RBF Networks
K-means illustration
From Bishop (2006)
![Page 27: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/27.jpg)
27 CSE 5526: RBF Networks
K-means cost function
From Bishop (2006)
![Page 28: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/28.jpg)
28 CSE 5526: RBF Networks
K-means algorithm remarks
• The K-means algorithm always converges, but only to a local minimum
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29 CSE 5526: RBF Networks
2. How to determine the Gaussian widths?
• Once cluster centers are determined, the variance within each cluster can be set to
σ 𝑗𝑗2 =1
|𝐶𝐶𝑗𝑗|� ||𝐮𝐮𝑗𝑗 − 𝐱𝐱𝑖𝑖||2𝑖𝑖∈𝐶𝐶𝑗𝑗
• Remark: to simplify the RBF net design, all clusters can
assume the same Gaussian width:
σ=𝑑𝑑max2𝐾𝐾
where dmax is the maximum distance between the K cluster centers
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30 CSE 5526: RBF Networks
3. How do we determine the weights 𝑤𝑤𝑗𝑗?
• With the hidden layer decided, weight training can be treated as a linear regression problem
𝚽𝚽𝒘𝒘 = 𝒅𝒅 • Can solve using the LMS algorithm • The textbook discusses recursive least squares
(RLS) solutions • Can also solve in one shot using the pseudo-inverse
𝒘𝒘 = 𝚽𝚽+𝒅𝒅 = 𝚽𝚽T𝚽𝚽 −1𝚽𝚽𝑇𝑇𝒅𝒅 • Note that a bias term needs to be included in 𝚽𝚽
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31 CSE 5526: RBF Networks
4. How do we select the number of bases?
• The same problem as that of selecting the size of an MLP for classification
• The short answer: (cross-)validation • The long answer: by balancing bias and variance
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32 CSE 5526: RBF Networks
Bias and variance
• Bias: training error • Difference between desired output and actual output for a
particular training sample • Variance: generalization error
• difference between the learned function from a particular training sample and the function derived from all training samples
• Two extreme cases: zero bias and zero variance • A good-sized model is one where both bias and
variance are low
![Page 33: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/33.jpg)
33 CSE 5526: RBF Networks
RBF net training summary
• To train 1. Choose the Gaussian centers using K-means, etc. 2. Determine the Gaussian widths as the variance of each
cluster, or using 𝑑𝑑max 3. Determine the weights 𝑤𝑤𝑗𝑗 using linear regression
• Select the number of bases using (cross-)validation
![Page 34: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/34.jpg)
34 CSE 5526: RBF Networks
RBF net illustration
![Page 35: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/35.jpg)
35 CSE 5526: RBF Networks
Comparison between RBF net and MLP
• For RBF nets, bases are local, while for MLP, “bases” are global
• Generally, more bases are needed for an RBF net than hidden units for an MLP
• Training is more efficient for RBF nets
![Page 36: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/36.jpg)
36 CSE 5526: RBF Networks
XOR problem, again
• RBF nets can also be applied to pattern classification problems • XOR problem
revisited
Let
𝜑𝜑1 𝑥𝑥 = exp − 𝑥𝑥 − 𝑡𝑡1 2 𝜑𝜑2 𝑥𝑥 = exp(− 𝑥𝑥 − 𝑡𝑡2 2)
Where
𝑡𝑡1 = 1,1 𝑇𝑇 𝑡𝑡2 = 0,0 𝑇𝑇
![Page 37: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/37.jpg)
37 CSE 5526: RBF Networks
XOR problem (cont.)
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38 CSE 5526: RBF Networks
XOR problem, again
• RBF nets can also be applied to pattern classification problems • XOR problem
revisited
![Page 39: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/39.jpg)
39 CSE 5526: RBF Networks
RBF net on double moon data, d = -5
![Page 40: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/40.jpg)
40 CSE 5526: RBF Networks
RBF net on double moon data, d = -5
![Page 41: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/41.jpg)
41 CSE 5526: RBF Networks
RBF net on double moon data, d = -6
![Page 42: Radial Basis Function (RBF) Networks - Michael I Mandelmr-pc.org/t/cse5526/pdf/04-rbf.pdf · Radial basis function (RBF) networks are similar function approximators • Also nonlinear,](https://reader030.vdocument.in/reader030/viewer/2022041218/5e0724647c282941ff5abdc6/html5/thumbnails/42.jpg)
42 CSE 5526: RBF Networks
RBF net on double moon data, d = -6